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type_genre:"CD-ROM, DVD"
~language:"eng"
~person:"Yu, Jun"
~type_genre:"Arbeitspapier"
~type_genre:"Reprint"
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Markov chain
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Yu, Jun
Dijk, Herman K. van
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Stachurski, John
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Zha, Tao
18
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Kamihigashi, Takashi
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Leiva-Leon, Danilo
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Zhang, Xibin
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Dufays, Arnaud
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
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2023
Persistent link: https://www.econbiz.de/10014329798
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2
MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001722236
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3
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, X. B.
;
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001715835
Saved in:
4
Estimation of hyperbolic diffusion using MCMC method
Tse, Yiu Kuen
;
Zhang, Xibin
;
Yu, Jun
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2002
Persistent link: https://www.econbiz.de/10001722409
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